Valuation Modelling Consultant

  • Location

    London, England

  • Sector:

    Banking & Financial Services

  • Job type:

    Contract

  • Salary:

    Up to £494 per day

  • Contact:

    Phoebe Cheung

  • Contact email:

    phoebecheung@taylorroot.com

  • Job ref:

    PCH - Quant Risk_1602580166

  • Published:

    17 days ago

  • Duration:

    6 months

  • Expiry date:

    2020-10-29

  • Startdate:

    ASAP

  • Consultant:

    #

My client is looking for a Valuation Modelling Consultant with banking experience to join their team based in London. This is a PAYE day rate contract paying up to £494 per day.

What we are looking for:

  • You must have good experience in Economic valuation modelling to support Bank's resolution strategies (Asset and Liability valuation - resolution path for banks, including dispose valuation, hold valuation, Valuation 1,2,3 and 4) under the Resolvability Assessment Framework (RAF) / Bank Recovery and Resolution Directive (BRRD).
  • Good knowledge of PRA and EBA Regulatory framework behind valuation capabilities to support resolvability
  • Good knowledge of Valuation models and framework of portfolios under different economic scenarios
  • Good knowledge of Financial modelling and cash flow discounting and how they're applied
  • Knowledge of IFRS9 Framework
  • Ability to adequately document own validation work (it's a second line of deference role, so you will need to raise findings, assign a rating and write a report)
  • Analytical skills to verify and challenge modelling methodologies and the output

Please send your CV to phoebecheung@taylorroot.com

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